Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-28 643.127754 658.662234 673.942410 690.099295 706.693536 723.235612 740.968370
2026-01-04 622.132988 644.943948 667.684816 692.055871 717.432935 743.077623 770.951330
2026-01-11 608.567387 636.489734 664.600445 695.024127 727.024671 759.688794 795.556436
2026-01-18 596.951773 628.932247 661.390976 696.808570 734.375651 773.043830 815.868153
2026-01-25 588.584364 624.100768 660.405302 700.303901 742.936724 787.143106 836.470262
2026-02-01 580.460354 619.028909 658.705279 702.590811 749.795435 799.067805 854.421972
2026-02-08 573.348979 614.663927 657.414184 704.979304 756.453897 810.511628 871.622299
2026-02-15 566.112802 609.858637 655.369039 706.282374 761.691935 820.212169 886.752808
2026-02-22 559.652638 605.644316 653.733484 707.807884 766.970057 829.786688 901.603996
2026-03-01 553.196586 601.221264 651.675466 708.683610 771.367814 838.259055 915.131017
2026-03-08 546.479670 596.323766 648.925303 708.631662 774.594036 845.319412 926.997332
2026-03-15 541.481624 593.162358 647.937876 710.385120 779.690132 854.340881 940.960625
2026-03-22 535.506135 588.804717 645.529817 710.473368 782.865534 861.187125 952.482202
2026-03-29 531.258152 586.246525 645.006055 712.555202 788.173359 870.337858 966.539244
2026-04-05 527.946678 584.630642 645.438451 715.620518 794.511420 880.590630 981.811885
2026-04-12 523.973914 582.179059 644.852623 717.464685 799.412088 889.186323 995.192908
2026-04-19 521.422761 581.244518 645.894649 721.076909 806.255692 899.938121 1011.012129
2026-04-26 518.163057 579.434808 645.885500 723.440340 811.637648 909.009543 1024.914478
2026-05-03 515.127217 577.807754 646.019389 725.908789 817.093761 918.137922 1038.878027
2026-05-10 511.474214 575.410265 645.218643 727.255495 821.223325 925.725601 1051.064672
2026-05-17 508.115157 573.283159 644.666531 728.832101 825.571991 933.535301 1063.499206
2026-05-24 504.439859 570.732160 643.574771 729.737166 829.105462 940.381339 1074.809908
2026-05-31 500.263436 567.544033 641.697233 729.683477 831.486505 945.867446 1084.525423